DeTime / tutorials /profiling /index.html
Zipeng365's picture
Publish DeTime static documentation mirror
ae97a0a verified
Raw
History Blame Contribute Delete
25.3 kB
<!DOCTYPE html>
<html lang="en" data-bs-theme="light">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta name="author" content="Zipeng Wu">
<link rel="canonical" href="https://systems-mechanobiology.github.io/DeTime/tutorials/profiling/">
<link rel="shortcut icon" href="../../img/favicon.ico">
<title>Profiling - DeTime</title>
<link href="../../css/bootstrap.min.css" rel="stylesheet">
<link href="../../css/fontawesome.min.css" rel="stylesheet">
<link href="../../css/brands.min.css" rel="stylesheet">
<link href="../../css/solid.min.css" rel="stylesheet">
<link href="../../css/v4-font-face.min.css" rel="stylesheet">
<link href="../../css/base.css" rel="stylesheet">
<link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
<link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
<link href="../../stylesheets/brand.css" rel="stylesheet">
<link href="../../stylesheets/extra.css" rel="stylesheet">
<script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
<script>hljs.highlightAll();</script>
<meta name="robots" content="index, follow, max-image-preview:large">
<meta name="keywords" content="DeTime, detime, de-time, time series decomposition, Python time series, SSA, MSSA, VMD, STL, decomposition software">
<meta property="og:site_name" content="DeTime">
<meta property="og:type" content="website">
<meta property="og:title" content="DeTime - workflow-oriented time-series decomposition for Python">
<meta property="og:description" content="DeTime is a Python and CLI toolkit for reproducible time-series decomposition across SSA, MSSA, VMD, STL, EMD, wavelet, and native C++ backed methods.">
<meta property="og:url" content="https://systems-mechanobiology.github.io/DeTime/">
<meta property="og:image" content="https://systems-mechanobiology.github.io/DeTime/assets/brand/detime-title-card.svg">
<meta name="twitter:card" content="summary_large_image">
<meta name="twitter:title" content="DeTime - time-series decomposition for Python">
<meta name="twitter:description" content="Workflow-oriented Python and CLI software for reproducible trend, oscillation, residual, and component decomposition.">
<script type="application/ld+json">
{
"@context": "https://schema.org",
"@graph": [
{
"@type": "WebSite",
"@id": "https://systems-mechanobiology.github.io/DeTime/#website",
"name": "DeTime",
"alternateName": ["detime", "de-time", "De-Time"],
"url": "https://systems-mechanobiology.github.io/DeTime/",
"description": "DeTime documentation for workflow-oriented time-series decomposition software.",
"inLanguage": "en"
},
{
"@type": "SoftwareSourceCode",
"@id": "https://systems-mechanobiology.github.io/DeTime/#software",
"name": "DeTime",
"alternateName": ["detime", "de-time", "De-Time"],
"description": "Python and CLI toolkit for reproducible time-series decomposition with native C++ backed SSA, MSSA, VMD, STD, STDR, MA baseline, and Gabor clustering paths.",
"codeRepository": "https://github.com/systems-mechanobiology/DeTime",
"url": "https://systems-mechanobiology.github.io/DeTime/",
"programmingLanguage": ["Python", "C++"],
"applicationCategory": "Scientific software",
"keywords": "DeTime, time-series decomposition, Python, SSA, MSSA, VMD, STL, EMD, wavelet, native C++",
"author": {
"@type": "Person",
"name": "Zipeng Wu"
}
}
]
}
</script>
<link rel="stylesheet" href="../../stylesheets/extra.css?v=7">
</head>
<body>
<div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
<div class="container">
<a class="navbar-brand" href="../..">DeTime</a>
<!-- Expander button -->
<button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
<span class="navbar-toggler-icon"></span>
</button>
<!-- Expanded navigation -->
<div id="navbar-collapse" class="navbar-collapse collapse">
<!-- Main navigation -->
<ul class="nav navbar-nav">
<li class="nav-item">
<a href="../.." class="nav-link">Home</a>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Start</a>
<ul class="dropdown-menu">
<li>
<a href="../../install/" class="dropdown-item">Install</a>
</li>
<li>
<a href="../../quickstart/" class="dropdown-item">Quickstart</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Methods</a>
<ul class="dropdown-menu">
<li>
<a href="../../methods/" class="dropdown-item">Methods & Chooser</a>
</li>
<li>
<a href="../../method-matrix/" class="dropdown-item">Method Matrix</a>
</li>
<li>
<a href="../../method-references/" class="dropdown-item">Method References</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Workflows</a>
<ul class="dropdown-menu">
<li>
<a href="../../notebook-gallery/" class="dropdown-item">Notebook Gallery</a>
</li>
<li>
<a href="../univariate/" class="dropdown-item">Univariate Tutorial</a>
</li>
<li>
<a href="../multivariate/" class="dropdown-item">Multivariate Tutorial</a>
</li>
<li>
<a href="../cli-and-profiling/" class="dropdown-item">CLI Guide</a>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Quant Trading Tutorial</a>
<ul class="dropdown-menu">
<li>
<a href="../quant-trading/" class="dropdown-item">Overview</a>
</li>
<li>
<a href="../quant-trading/notebooks/" class="dropdown-item">Tutorial Notebooks</a>
</li>
<li>
<a href="../quant-trading/notebooks/00_decomposition_first_quant_trading_roadmap/" class="dropdown-item">Tutorial 00 Roadmap</a>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Strategy Lab</a>
<ul class="dropdown-menu">
<li>
<a href="../quant-trading/two-strategy-families/" class="dropdown-item">Two Strategy Families</a>
</li>
<li>
<a href="../quant-trading/notebooks/01_detime_trend_following_strategy_lab/" class="dropdown-item">01 Trend-Following Lab</a>
</li>
<li>
<a href="../quant-trading/notebooks/02_detime_oscillation_reversion_strategy_lab/" class="dropdown-item">02 Oscillation-Reversion Lab</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Strategy Expansion</a>
<ul class="dropdown-menu">
<li>
<a href="../quant-trading/method-specific-strategy-expansion/" class="dropdown-item">Method-Specific Strategy Expansion</a>
</li>
<li>
<a href="../quant-trading/notebooks/03_detime_method_specific_strategy_variants/" class="dropdown-item">03 Method-Specific Variants</a>
</li>
<li>
<a href="../quant-trading/notebooks/04_detime_component_pair_trading_cointegration/" class="dropdown-item">04 Component Pair Trading</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Tutorial Sequence</a>
<ul class="dropdown-menu">
<li>
<a href="../quant-trading/notebooks/01_market_data_and_decomposition_feature_factory/" class="dropdown-item">01 Real Market Data and Feature Factory</a>
</li>
<li>
<a href="../quant-trading/notebooks/02_decomposition_aware_moving_average_macd/" class="dropdown-item">02 Decomposition-aware MA and MACD</a>
</li>
<li>
<a href="../quant-trading/notebooks/03_residual_mean_reversion_rsi_bollinger/" class="dropdown-item">03 Residual Mean Reversion</a>
</li>
<li>
<a href="../quant-trading/notebooks/04_turtle_donchian_breakout_volume_confirmation/" class="dropdown-item">04 Donchian Breakout</a>
</li>
<li>
<a href="../quant-trading/notebooks/05_pairs_spread_decomposition_stat_arb/" class="dropdown-item">05 Pair-Spread Stat-Arb</a>
</li>
<li>
<a href="../quant-trading/notebooks/06_cross_sectional_rotation_portfolio/" class="dropdown-item">06 Cross-Sectional Rotation</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Native SSA Replay</a>
<ul class="dropdown-menu">
<li>
<a href="../quant-trading/notebooks/07_native_ssa_high_return_low_drawdown_tutorial/" class="dropdown-item">07 Native SSA High-Return / Low-Drawdown</a>
</li>
</ul>
</li>
<li>
<a href="../quant-trading/data/" class="dropdown-item">Real Data and Universes</a>
</li>
<li>
<a href="../quant-trading/strategy-map/" class="dropdown-item">Strategy Map</a>
</li>
<li>
<a href="../quant-trading/backtesting-frameworks/" class="dropdown-item">Backtesting Frameworks</a>
</li>
<li>
<a href="../quant-trading/walkforward/" class="dropdown-item">Walk-Forward Validation</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Hot Trend Lab</a>
<ul class="dropdown-menu">
<li>
<a href="../hot-trend-lab/" class="dropdown-item">Overview</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/" class="dropdown-item">Rendered Notebooks</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/00_hot_trend_lab_overview/" class="dropdown-item">00 Column Overview</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/01_arxiv_category_pulse/" class="dropdown-item">01 arXiv Category Pulse</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/02_arxiv_agent_research_pulse/" class="dropdown-item">02 arXiv Agent Research Pulse</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/03_huggingface_open_model_pulse/" class="dropdown-item">03 Hugging Face Open-Model Pulse</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/04_github_ai_agent_star_velocity/" class="dropdown-item">04 GitHub Star Velocity</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/05_wikipedia_attention_hype_decay/" class="dropdown-item">05 Wikipedia Attention Decay</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/06_crypto_stablecoin_liquidity_pulse/" class="dropdown-item">06 Crypto Stablecoin Liquidity</a>
</li>
<li>
<a href="../hot-trend-lab/notebooks/07_ai_infrastructure_market_pulse/" class="dropdown-item">07 AI Infrastructure Market Pulse</a>
</li>
<li>
<a href="../hot-trend-lab/data-sources/" class="dropdown-item">Real Data Sources</a>
</li>
<li>
<a href="../hot-trend-lab/arxiv-research-pulse/" class="dropdown-item">arXiv Research Pulse</a>
</li>
<li>
<a href="../hot-trend-lab/open-model-and-developer-attention/" class="dropdown-item">Open Models and Developer Attention</a>
</li>
<li>
<a href="../hot-trend-lab/wiki-market-crypto-attention/" class="dropdown-item">Public Attention, Markets, and Crypto</a>
</li>
<li>
<a href="../hot-trend-lab/release-calendar/" class="dropdown-item">Release Calendar</a>
</li>
</ul>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Gallery</a>
<ul class="dropdown-menu">
<li>
<a href="../../gallery/ssa/" class="dropdown-item">SSA</a>
</li>
<li>
<a href="../../gallery/std/" class="dropdown-item">STD</a>
</li>
<li>
<a href="../../gallery/stdr/" class="dropdown-item">STDR</a>
</li>
<li>
<a href="../../gallery/mssa/" class="dropdown-item">MSSA</a>
</li>
<li>
<a href="../../gallery/stl/" class="dropdown-item">STL</a>
</li>
<li>
<a href="../../gallery/mstl/" class="dropdown-item">MSTL</a>
</li>
<li>
<a href="../../gallery/robust-stl/" class="dropdown-item">ROBUST_STL</a>
</li>
<li>
<a href="../../gallery/emd/" class="dropdown-item">EMD</a>
</li>
<li>
<a href="../../gallery/ceemdan/" class="dropdown-item">CEEMDAN</a>
</li>
<li>
<a href="../../gallery/vmd/" class="dropdown-item">VMD</a>
</li>
<li>
<a href="../../gallery/wavelet/" class="dropdown-item">WAVELET</a>
</li>
<li>
<a href="../../gallery/ma-baseline/" class="dropdown-item">MA_BASELINE</a>
</li>
<li>
<a href="../../gallery/mvmd/" class="dropdown-item">MVMD</a>
</li>
<li>
<a href="../../gallery/memd/" class="dropdown-item">MEMD</a>
</li>
<li>
<a href="../../gallery/gabor-cluster/" class="dropdown-item">GABOR_CLUSTER</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Reference</a>
<ul class="dropdown-menu">
<li>
<a href="../../api/" class="dropdown-item">API Overview</a>
</li>
<li>
<a href="../../config-reference/" class="dropdown-item">Config Reference</a>
</li>
<li>
<a href="../../machine-api/" class="dropdown-item">Machine API</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Project</a>
<ul class="dropdown-menu">
<li>
<a href="../../comparisons/" class="dropdown-item">Compare Alternatives</a>
</li>
<li>
<a href="../../reproducibility/" class="dropdown-item">Reproducibility</a>
</li>
<li>
<a href="../../architecture/" class="dropdown-item">Architecture</a>
</li>
<li>
<a href="../../migration/" class="dropdown-item">Migration from `tsdecomp`</a>
</li>
<li>
<a href="../../contributing/" class="dropdown-item">Contributing</a>
</li>
<li>
<a href="../../citation/" class="dropdown-item">Citation / Release Notes</a>
</li>
</ul>
</li>
</ul>
<ul class="nav navbar-nav ms-md-auto">
<li class="nav-item">
<a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
<i class="fa fa-search"></i> Search
</a>
</li>
<li class="nav-item">
<a href="https://github.com/systems-mechanobiology/DeTime" class="nav-link">systems-mechanobiology/DeTime</a>
</li>
</ul>
</div>
</div>
</div>
<div class="container">
<div class="row">
<div class="col-md-3"><div class="navbar-expand-md bs-sidebar hidden-print affix" role="complementary">
<div class="navbar-header">
<button type="button" class="navbar-toggler collapsed" data-bs-toggle="collapse" data-bs-target="#toc-collapse" title="Table of Contents">
<span class="fa fa-angle-down"></span>
</button>
</div>
<div id="toc-collapse" class="navbar-collapse collapse card bg-body-tertiary">
<ul class="nav flex-column">
<li class="nav-item" data-bs-level="1"><a href="#profiling" class="nav-link">Profiling</a>
<ul class="nav flex-column">
<li class="nav-item" data-bs-level="2"><a href="#basic-usage" class="nav-link">Basic usage</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#save-a-report" class="nav-link">Save a report</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#multivariate-json-profile" class="nav-link">Multivariate JSON profile</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#compatibility" class="nav-link">Compatibility</a>
<ul class="nav flex-column">
</ul>
</li>
</ul>
</li>
</ul>
</div>
</div></div>
<div class="col-md-9" role="main">
<h1 id="profiling">Profiling</h1>
<p>Use profiling only after you trust the decomposition output itself. The
<code>profile</code> command is for runtime characterization of a workflow you already
understand, not for selecting methods by scoreboard.</p>
<h2 id="basic-usage">Basic usage</h2>
<pre><code class="language-bash">python -m detime profile \
--method SSA \
--series examples/data/example_series.csv \
--col value \
--param window=24 \
--param rank=6 \
--param primary_period=12 \
--repeat 5 \
--warmup 1 \
--format text
</code></pre>
<p>Published stdout from the current docs build:</p>
<pre><code class="language-text">method=SSA
backend_requested=auto
backend_used=native
speed_mode=exact
repeat=5
warmup=1
...
</code></pre>
<p>Published raw text report:</p>
<ul>
<li><a href="../../assets/generated/tutorials/cli-and-profiling/profile/ssa_profile_text.txt">ssa_profile_text.txt</a></li>
</ul>
<h2 id="save-a-report">Save a report</h2>
<pre><code class="language-bash">python -m detime profile \
--method STD \
--series examples/data/example_series.csv \
--col value \
--param period=12 \
--backend native \
--repeat 10 \
--warmup 2 \
--format text \
--output out/profile/std_native.txt
</code></pre>
<p>Published command stdout:</p>
<pre><code class="language-text">Profile report written to out/profile/std_native.txt
</code></pre>
<p>Published saved report:</p>
<ul>
<li><a href="../../assets/generated/tutorials/cli-and-profiling/profile/std_native.txt">std_native.txt</a></li>
<li><a href="../../assets/generated/tutorials/cli-and-profiling/profile/std_native_stdout.txt">std_native_stdout.txt</a></li>
</ul>
<p>Representative saved report excerpt:</p>
<pre><code class="language-text">method=STD
backend_requested=native
backend_used=native
speed_mode=exact
repeat=10
warmup=2
...
</code></pre>
<h2 id="multivariate-json-profile">Multivariate JSON profile</h2>
<pre><code class="language-bash">python -m detime profile \
--method MSSA \
--series examples/data/example_multivariate.csv \
--cols x0,x1 \
--param window=24 \
--param primary_period=12 \
--repeat 3 \
--format json
</code></pre>
<p>Published JSON output:</p>
<ul>
<li><a href="../../assets/generated/tutorials/cli-and-profiling/profile/mssa_profile.json">mssa_profile.json</a></li>
</ul>
<p>Representative excerpt:</p>
<pre><code class="language-json">{
&quot;method&quot;: &quot;MSSA&quot;,
&quot;backend_used&quot;: &quot;python&quot;,
&quot;columns&quot;: [&quot;x0&quot;, &quot;x1&quot;],
&quot;summary&quot;: {
&quot;mean_ms&quot;: 11.9110,
&quot;min_ms&quot;: 11.6017,
&quot;p95_ms&quot;: 12.0886
}
}
</code></pre>
<h2 id="compatibility">Compatibility</h2>
<p>The legacy aliases still work for one deprecation cycle:</p>
<ul>
<li><code>tsdecomp profile</code></li>
<li><code>python -m tsdecomp profile</code></li>
</ul></div>
</div>
</div>
<footer class="col-md-12">
<hr>
<p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
</footer>
<script src="../../js/bootstrap.bundle.min.js"></script>
<script>
var base_url = "../..",
shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
</script>
<script src="../../js/base.js"></script>
<script src="../../search/main.js"></script>
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
<div class="modal-dialog modal-lg">
<div class="modal-content">
<div class="modal-header">
<h4 class="modal-title" id="searchModalLabel">Search</h4>
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
</div>
<div class="modal-body">
<p>From here you can search these documents. Enter your search terms below.</p>
<form>
<div class="form-group">
<input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
</div>
</form>
<div id="mkdocs-search-results" data-no-results-text="No results found"></div>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
</div>
<div class="modal-body">
<table class="table">
<thead>
<tr>
<th style="width: 20%;">Keys</th>
<th>Action</th>
</tr>
</thead>
<tbody>
<tr>
<td class="help shortcut"><kbd>?</kbd></td>
<td>Open this help</td>
</tr>
<tr>
<td class="next shortcut"><kbd>n</kbd></td>
<td>Next page</td>
</tr>
<tr>
<td class="prev shortcut"><kbd>p</kbd></td>
<td>Previous page</td>
</tr>
<tr>
<td class="search shortcut"><kbd>s</kbd></td>
<td>Search</td>
</tr>
</tbody>
</table>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
</body>
</html>